RS01131: WHEN MEMORY EMPHASIS SET TO 3, CPLEX 12.4.0.1 CAN REPORT BOGUS OPTIMAL SLACK VALUES FOR ROWS THAT WERE PRESOLVED OUT.

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APAR status

Closed as fixed if next.

Error description

Issue involves translation of presolved optimal solution back
to original one, combined with fact that when memory emphasis
is turned on CPLEX doesn't factorize the optimal unpresolved
basis for the original model. With these settings in place,
CPLEX 12.4.0.1 and 12.5.0.0 is likely to return
bogus slack variables in the optimal solution for constraints
that were presolved out of the model.
RTC-13646 describes the situation internally.

Local fix

Reoptimize using the optimal basis statuses when setting
memory emphasis on. This will force CPLEX to refactorize
the final basis, which fixes the problem. That will force
CPLEX to recompute all the values based on the factorization,
as it does with all other settings.

Problem summary

With numerical emphasis turned on and presolve enabled,
slack values associated with final solution can be wrong.

Problem conclusion

Temporary fix

Fixed in 12.5. Issue was introduced in 12.4.0.1; no other
versions have this issue.